TILGX vs. EWL
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and iShares MSCI Switzerland ETF (EWL).
TILGX is managed by TIAA Investments. It was launched on Mar 31, 2006. EWL is a passively managed fund by iShares that tracks the performance of the MSCI Switzerland Index. It was launched on Mar 12, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILGX or EWL.
Key characteristics
| TILGX | EWL | |
|---|---|---|
| YTD Return | 27.77% | 3.10% |
| 1Y Return | 41.82% | 15.60% |
| 3Y Return (Ann) | 7.08% | 0.44% |
| 5Y Return (Ann) | 17.80% | 6.85% |
| 10Y Return (Ann) | 15.13% | 6.41% |
| Sharpe Ratio | 2.28 | 1.23 |
| Sortino Ratio | 2.89 | 1.77 |
| Omega Ratio | 1.43 | 1.21 |
| Calmar Ratio | 2.94 | 1.01 |
| Martin Ratio | 11.79 | 5.36 |
| Ulcer Index | 3.47% | 2.88% |
| Daily Std Dev | 17.93% | 12.58% |
| Max Drawdown | -52.16% | -51.62% |
| Current Drawdown | 0.00% | -7.76% |
Correlation
The correlation between TILGX and EWL is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TILGX vs. EWL - Performance Comparison
In the year-to-date period, TILGX achieves a 27.77% return, which is significantly higher than EWL's 3.10% return. Over the past 10 years, TILGX has outperformed EWL with an annualized return of 15.13%, while EWL has yielded a comparatively lower 6.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TILGX vs. EWL - Expense Ratio Comparison
TILGX has a 0.40% expense ratio, which is lower than EWL's 0.50% expense ratio.
Risk-Adjusted Performance
TILGX vs. EWL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and iShares MSCI Switzerland ETF (EWL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
TILGX vs. EWL - Dividend Comparison
TILGX's dividend yield for the trailing twelve months is around 0.17%, less than EWL's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class | 0.17% | 0.22% | 0.42% | 0.14% | 0.50% | 0.42% | 0.69% | 0.48% | 0.61% | 0.37% | 0.33% | 0.37% |
EWL iShares MSCI Switzerland ETF | 2.09% | 2.12% | 2.04% | 1.73% | 1.45% | 1.85% | 2.56% | 2.05% | 2.75% | 2.58% | 2.49% | 1.83% |
Drawdowns
TILGX vs. EWL - Drawdown Comparison
The maximum TILGX drawdown since its inception was -52.16%, roughly equal to the maximum EWL drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for TILGX and EWL. For additional features, visit the drawdowns tool.
Volatility
TILGX vs. EWL - Volatility Comparison
TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.00% compared to iShares MSCI Switzerland ETF (EWL) at 4.00%. This indicates that TILGX's price experiences larger fluctuations and is considered to be riskier than EWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.